Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 3.14% | 0.31 CHF | 0.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 31,356 CHF | 32,356 CHF | 100.00% | 100.00% |
12/07/2024 | 3.10% | 0.33 CHF | 0.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 31,790 CHF | 32,790 CHF | 98.48% | 98.48% |
11/07/2024 | 3.29% | 0.32 CHF | 0.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 29,957 CHF | 30,957 CHF | 97.56% | 97.56% |
10/07/2024 | 3.42% | 0.29 CHF | 0.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 28,718 CHF | 29,718 CHF | 99.80% | 99.80% |
09/07/2024 | 3.59% | 0.26 CHF | 0.27 CHF | 100,000 | 100,000 | 100,000 | 99,917 | 27,351 CHF | 28,328 CHF | 100.00% | 100.00% |
08/07/2024 | 3.04% | 0.31 CHF | 0.32 CHF | 100,000 | 100,000 | 100,000 | 99,991 | 32,394 CHF | 33,391 CHF | 98.97% | 98.97% |
05/07/2024 | 2.72% | 0.35 CHF | 0.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 36,292 CHF | 37,292 CHF | 100.00% | 100.00% |
04/07/2024 | 2.76% | 0.36 CHF | 0.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 35,767 CHF | 36,767 CHF | 98.15% | 98.15% |
03/07/2024 | 2.82% | 0.36 CHF | 0.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 35,020 CHF | 36,020 CHF | 100.00% | 100.00% |
02/07/2024 | 3.15% | 0.32 CHF | 0.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 31,223 CHF | 32,223 CHF | 100.00% | 100.00% |